Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
tag has no wiki summary.
Applicability of PCA to get historical volatilities to calibrate interest rates trees
My question in short is as follows: can I take main principal component of historical covariance matrix and use it as historical volatilities when fitting a binomial tree? Here's more detailed ...
Jun 20 '13 at 10:28
recently active bdt questions feed
unanswered question tagged
Hot Network Questions
Is current flowing backwards a bad thing?
C++ Linked List Implementation
Question About HTTPS Security
What is the meaning of the "dot" notation in chemical formulas?
What does :open do in vim?
Origin of the color red in early typography?
Is there a Vulcan funeral blessing?
Make big fractions look nicer
Freefall into snow
Why are chains sold in fixed lengths rather than by the meter?
Using Counting in a Sharepoint List using SP Online 2013
What do you call this type of top down, not really 3D, perspective?
Beginning calculator program
Why adding SQL Server user to "Perform volume maintenance tasks" improves the speed of database resizing so much?
Warfare without Metal
Solve a Diagonal Burrows-Wheeler transform
Replace front USB ports in a 2003 Alienware case
Do professors get paid for supervising students?
Random walk on the edges of a cube
Bad sign if nobody can comprehend one's code?
How might Plants produce flames?
On an example of an eventually oscillating function
Why can you chose how to align infinitely long equations when adding them?
Is "Hello." a sentence?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2015 stack exchange inc; user contributions licensed under
cc by-sa 3.0